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Applied Economics Letters Volume 23, 2016 - Issue 2
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Original Articles

The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model

Carlos A. MedelSchool of Economics, University of Nottingham, Nottingham, UK
&
Pablo M. PincheiraSchool of Business, Adolfo Ibáñez University, Santiago, ChileCorrespondence[email protected]
Pages 126-131 | Published online: 03 Aug 2015

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